I googled a bit and I didn't find anything in the forum related to this: I installed ST3 but there's simply no settings file. If I open it using "CMD + ," I just get a new, empty file. Is this normal, or can I just copy the preferences from ST2?

ST3 has its own settings file and packages and so on. It is separate from your ST2 installation's junk, so you'll have to migrate settings and packages as needed. Bear in mind that in the latter case, not all packages will work, obviously.

HI know it's seperated, I can see that But it could at least come with a filled in settings file, as I'm sure there are also new settings available compared to ST2. That's why I asked myself it this is some kind of bug or not.

By default, your User settings file is empty, and all settings are at their default value. This is identical between ST2 and ST3.

You can choose which settings you'd like to change by browsing through the default preferences file to see the settings and their possible values, and then adding the relevant settings to your user settings file.

I know about the user settings file, in ST2 I just added my custom values. But also my main settings file in ST3 is completely empty, so there are no default values to browse through

(I'm using it on Mountain Lion)

The defaults are bundled in sublime-package files (which are just renamed zip files). In ST3, these are accessed directly rather than needing to be extracted into the packages folder. You can view the settings by opening Preferences -> Settings - Default. If you want to look at other entries, you will have to hunt down the .sublime-packages file. Their locations are specified here. To get the exact paths, you can run the following from the ST console.